Like P.C. said, they can be brewed without being ground. As for grinding though, i find a cheap 14 to 19 dollar coffee grinder from walmart or what not, seems to do the job well, it even grinds up Acacia bark pretty well i'd say.
Also another tip is to roast the seeds in the oven at a low temp (250 degrees?) for a short amount of time (possibly 30 minutes?), and not only will that make it smell better, maybe even taste a little better, but it will also allow for easier grinding. You will know the Rue seeds are roasted enough, when you can smell what appears to be a peanut butter/coffee type of smell, just be sure to watch how long you leave them in the oven because you don't want to burn them.
PS, i myself just heated some Rue seed up in the oven, and while i did it at 250 degrees for about 45 minutes, one could very well turn it up to 300 and roast for 30 minutes, instead of 45 at 250. The result, you can def. tell a change in aroma after being roasted, and it grinds really easily to a much finer powder than raw Rue seeds when they are ground up. And once everything is ground up/powdered, the aroma really comes out and it is waaaay more tolerable smell-wise than the raw seed, i find. Also, when feeling up capsules with the roasted Rue powder, the powder is finer and lighter.